+28.2%
VRT vs ROP
+6.4%
+21.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +18.6% | -2.7% | +21.3% | +16.4% |
| 30D | -11.7% | +29.7% | -41.4% | +8.0% |
| 3M | -27.3% | +21.2% | -48.5% | -15.1% |
| 6M | -42.9% | +48.3% | -91.1% | -22.1% |
| YTD | +29.5% | +8.4% | +21.1% | +53.4% |
| All | +28.2% | +6.4% | +21.8% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling